Euro Bund Future September 2008

Trading Metrics calculated at close of trading on 17-Jul-2008

Day Change Summary
	Previous	Current
	16-Jul-2008	17-Jul-2008	Change	Change %	Previous Week
Open	112.36	112.15	-0.21	-0.2%	111.45
High	112.76	112.18	-0.58	-0.5%	112.57
Low	112.12	111.58	-0.54	-0.5%	111.42
Close	112.30	111.92	-0.38	-0.3%	112.06
Range	0.64	0.60	-0.04	-6.3%	1.15
ATR	0.79	0.79	-0.01	-0.6%	0.00
Volume	886,379	858,500	-27,879	-3.1%	4,553,467

Daily Pivots for day following 17-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	113.69	113.41	112.25
R3	113.09	112.81	112.09
R2	112.49	112.49	112.03
R1	112.21	112.21	111.98	112.05
PP	111.89	111.89	111.89	111.82
S1	111.61	111.61	111.87	111.45
S2	111.29	111.29	111.81
S3	110.69	111.01	111.76
S4	110.09	110.41	111.59

Weekly Pivots for week ending 11-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	115.47	114.91	112.69
R3	114.32	113.76	112.38
R2	113.17	113.17	112.27
R1	112.61	112.61	112.17	112.89
PP	112.02	112.02	112.02	112.16
S1	111.46	111.46	111.95	111.74
S2	110.87	110.87	111.85
S3	109.72	110.31	111.74
S4	108.57	109.16	111.43

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	112.88	111.56	1.32	1.2%	0.74	0.7%	27%	False	False	920,519
10	112.88	109.87	3.01	2.7%	0.79	0.7%	68%	False	False	924,303
20	112.88	109.65	3.23	2.9%	0.78	0.7%	70%	False	False	919,933
40	113.43	109.65	3.78	3.4%	0.73	0.7%	60%	False	False	781,760
60	115.51	109.65	5.86	5.2%	0.67	0.6%	39%	False	False	521,912
80	116.65	109.65	7.00	6.3%	0.61	0.5%	32%	False	False	391,502
100	118.50	109.65	8.85	7.9%	0.53	0.5%	26%	False	False	313,246
120	118.50	109.65	8.85	7.9%	0.45	0.4%	26%	False	False	261,100

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.19
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	114.73
2.618	113.75
1.618	113.15
1.000	112.78
0.618	112.55
HIGH	112.18
0.618	111.95
0.500	111.88
0.382	111.81
LOW	111.58
0.618	111.21
1.000	110.98
1.618	110.61
2.618	110.01
4.250	109.03

Fisher Pivots for day following 17-Jul-2008
Pivot	1 day	3 day
R1	111.91	112.23
PP	111.89	112.13
S1	111.88	112.02

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These figures are updated between 7pm and 10pm EST after a trading day.

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